Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 9.798 | 0 |
1 | 0.438571 | 4.2971 | 2.1e-05 |
2 | 0.267093 | 2.617 | 0.005153 |
3 | 0.167326 | 1.6395 | 0.052196 |
4 | -0.038921 | -0.3814 | 0.648107 |
5 | -0.127548 | -1.2497 | 0.892778 |
6 | -0.235851 | -2.3109 | 0.98851 |
7 | -0.15671 | -1.5354 | 0.936017 |
8 | -0.068812 | -0.6742 | 0.749103 |
9 | 0.093583 | 0.9169 | 0.180741 |
10 | 0.152851 | 1.4976 | 0.068755 |
11 | 0.313153 | 3.0683 | 0.001399 |
12 | 0.774558 | 7.5891 | 0 |
13 | 0.339431 | 3.3257 | 0.000625 |
14 | 0.199907 | 1.9587 | 0.026526 |
15 | 0.109782 | 1.0756 | 0.142392 |
16 | -0.055982 | -0.5485 | 0.707693 |
17 | -0.149873 | -1.4685 | 0.927375 |
18 | -0.233224 | -2.2851 | 0.987747 |
19 | -0.17235 | -1.6887 | 0.952736 |
20 | -0.09771 | -0.9574 | 0.829605 |
21 | 0.035085 | 0.3438 | 0.36589 |
22 | 0.106201 | 1.0406 | 0.150348 |
23 | 0.269184 | 2.6375 | 0.004872 |
24 | 0.655117 | 6.4188 | 0 |
25 | 0.297717 | 2.917 | 0.0022 |
26 | 0.154208 | 1.5109 | 0.067047 |
27 | 0.056084 | 0.5495 | 0.291965 |
28 | -0.074726 | -0.7322 | 0.767073 |
29 | -0.159491 | -1.5627 | 0.939291 |
30 | -0.237575 | -2.3278 | 0.988987 |
31 | -0.172323 | -1.6884 | 0.952711 |
32 | -0.107521 | -1.0535 | 0.852618 |
33 | -0.006679 | -0.0654 | 0.526022 |
34 | 0.017524 | 0.1717 | 0.432019 |
35 | 0.120705 | 1.1827 | 0.119932 |
36 | 0.439126 | 4.3025 | 2e-05 |
37 | 0.155579 | 1.5244 | 0.065354 |
38 | 0.035118 | 0.3441 | 0.365769 |
39 | -0.028339 | -0.2777 | 0.609068 |
40 | -0.141199 | -1.3835 | 0.915135 |
41 | -0.192897 | -1.89 | 0.969113 |
42 | -0.257952 | -2.5274 | 0.993438 |
43 | -0.211476 | -2.072 | 0.979528 |
44 | -0.156417 | -1.5326 | 0.935665 |
45 | -0.077243 | -0.7568 | 0.774494 |
46 | -0.031416 | -0.3078 | 0.620553 |
47 | 0.060002 | 0.5879 | 0.27899 |
48 | 0.331133 | 3.2444 | 0.00081 |
49 | 0.103337 | 1.0125 | 0.156925 |
50 | 0.002642 | 0.0259 | 0.489702 |
51 | -0.053724 | -0.5264 | 0.700081 |
52 | -0.166755 | -1.6339 | 0.947218 |
53 | -0.187886 | -1.8409 | 0.965638 |
54 | -0.24753 | -2.4253 | 0.991417 |
55 | -0.198373 | -1.9437 | 0.972567 |
56 | -0.140009 | -1.3718 | 0.913338 |
57 | -0.083663 | -0.8197 | 0.792799 |
58 | -0.064233 | -0.6294 | 0.734694 |
59 | -0.003726 | -0.0365 | 0.514525 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.438571 | 4.2971 | 2.1e-05 |
1 | 0.09255 | 0.9068 | 0.183391 |
2 | 0.025524 | 0.2501 | 0.401528 |
3 | -0.172853 | -1.6936 | 0.953208 |
4 | -0.09973 | -0.9772 | 0.834526 |
5 | -0.157401 | -1.5422 | 0.936843 |
6 | 0.059258 | 0.5806 | 0.281434 |
7 | 0.068907 | 0.6751 | 0.250604 |
8 | 0.189128 | 1.8531 | 0.033472 |
9 | 0.04133 | 0.4049 | 0.343208 |
10 | 0.209779 | 2.0554 | 0.021278 |
11 | 0.707738 | 6.9344 | 0 |
12 | -0.373669 | -3.6612 | 0.999795 |
13 | -0.174844 | -1.7131 | 0.95504 |
14 | -0.056733 | -0.5559 | 0.710204 |
15 | 0.097596 | 0.9562 | 0.170675 |
16 | -0.070657 | -0.6923 | 0.754789 |
17 | 0.071088 | 0.6965 | 0.243893 |
18 | -0.005108 | -0.0501 | 0.519908 |
19 | -0.046956 | -0.4601 | 0.676749 |
20 | -0.035077 | -0.3437 | 0.63408 |
21 | 0.16074 | 1.5749 | 0.059281 |
22 | 0.080428 | 0.788 | 0.216309 |
23 | 0.019607 | 0.1921 | 0.424031 |
24 | -0.089541 | -0.8773 | 0.808748 |
25 | -0.092166 | -0.903 | 0.815618 |
26 | -0.075406 | -0.7388 | 0.769091 |
27 | 0.06595 | 0.6462 | 0.259853 |
28 | 0.08756 | 0.8579 | 0.196539 |
29 | -0.044103 | -0.4321 | 0.666687 |
30 | -0.008982 | -0.088 | 0.534971 |
31 | -0.009289 | -0.091 | 0.536165 |
32 | -0.016819 | -0.1648 | 0.565272 |
33 | -0.184426 | -1.807 | 0.963052 |
34 | -0.211218 | -2.0695 | 0.979407 |
35 | -0.096045 | -0.941 | 0.825479 |
36 | -0.007263 | -0.0712 | 0.528291 |
37 | 0.019147 | 0.1876 | 0.425791 |
38 | 0.096817 | 0.9486 | 0.1726 |
39 | -0.107968 | -1.0579 | 0.853614 |
40 | -0.057628 | -0.5646 | 0.713181 |
41 | -0.046259 | -0.4532 | 0.674303 |
42 | -0.044711 | -0.4381 | 0.668842 |
43 | -0.093913 | -0.9202 | 0.8201 |
44 | -0.071535 | -0.7009 | 0.757469 |
45 | 0.07978 | 0.7817 | 0.218163 |
46 | 0.053973 | 0.5288 | 0.299074 |
47 | 0.029036 | 0.2845 | 0.388322 |
48 | 0.018286 | 0.1792 | 0.429092 |
49 | 0.03741 | 0.3665 | 0.357383 |
50 | -0.081769 | -0.8012 | 0.787495 |
51 | -0.072373 | -0.7091 | 0.760012 |
52 | 0.038444 | 0.3767 | 0.353625 |
53 | -0.017103 | -0.1676 | 0.566365 |
54 | -0.033673 | -0.3299 | 0.628913 |
55 | 0.051415 | 0.5038 | 0.307791 |
56 | 0.072903 | 0.7143 | 0.238388 |
57 | -0.035653 | -0.3493 | 0.636197 |
58 | -0.001039 | -0.0102 | 0.504052 |
59 | -0.06125 | -0.6001 | 0.725082 |